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Fitting Gaussian vectors in normed spaces

Aubrun, Guillaume et al.
arXiv (All) · Papers
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functional-analysisprobability
Given a family of $N$ i.i.d. Gaussian points in a $d$-dimensional normed space, what is the probability that some linear transformation maps it to the unit sphere? The case of a Euclidean space is known as the ellipsoid fitting problem and has recently attracted major attention. We initiate a study
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